Anic Equity¶

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Total return since start: 0.659 %¶

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Equity now: -----------------------------> 50660.92 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43303.7 Kr¶

PnL: ---------------------------------------> -398.89 Kr¶

DD now: ---------------------------------> -4.63 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 16:21:04.171992'

Anic Portfolio¶

Today¶

Return: -0.178 %¶

This Week¶

Return: -0.178 %¶

Total portfolio value¶

Return including deposits: 65.851 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.410000 2077.400000 36.550000 1.790000 2040.850000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Hexagon B 26 -0.600000 3432.000000 20.800000 0.610000 3411.200000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Vitec Software Group B 2 -0.980000 1115.000000 14.000000 1.270000 1101.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
HEXPOL B 8 -0.170000 963.200000 8.000000 0.840000 955.200000
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Sagax B 4 -1.510000 888.800000 5.600000 0.630000 883.200000
Hexatronic Group 15 2.080000 1072.800000 5.100000 0.480000 1067.700000
Hennes & Mauritz B 6 -0.640000 914.400000 4.440000 0.490000 909.960000
AcadeMedia 20 -0.690000 977.600000 2.000000 0.210000 975.600000
SKF B 5 -1.260000 979.000000 1.000000 0.100000 978.000000
Sandvik 4 -1.400000 846.400000 0.800000 0.090000 845.600000
ASSA ABLOY B 4 -1.390000 991.600000 0.800000 0.080000 990.800000
Latour B 4 -3.000000 854.400000 0.400000 0.050000 854.000000
Atrium Ljungberg B 5 -0.830000 901.000000 -0.500000 -0.060000 901.500000
Biotage 1 -7.600000 145.800000 -1.700000 -1.150000 147.500000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
BHG Group 109 -5.670000 1414.820000 -4.360000 -0.310000 1419.180000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Addnode Group B 7 -3.100000 897.400000 -5.600000 -0.620000 903.000000
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
OX2 12 -3.910000 898.800000 -7.800000 -0.860000 906.600000
Alimak Group 12 -0.950000 996.000000 -8.400000 -0.840000 1004.400000
Vitrolife 3 -2.460000 666.000000 -11.000000 -1.620000 677.000001
JM 7 -2.620000 936.600000 -11.200000 -1.180000 947.800000
Gränges 10 2.810000 1023.000000 -13.000000 -1.250000 1036.000000
Byggmax Group 33 -3.230000 948.420000 -16.500000 -1.710000 964.920000
Catena 2 -2.000000 786.000000 -17.600000 -2.190000 803.600000
Investor B 3 -2.270000 639.900000 -18.100000 -2.750000 657.999999
Creaspac SPAC 40 -0.630000 3804.000000 -20.000000 -0.520000 3824.000000
Hoist Finance 36 -2.160000 977.400000 -30.600000 -3.040000 1008.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Sedana Medical 93 -2.200000 2643.060000 -340.520000 -11.410000 2983.577733
TOTAL 43303.700000 -398.890000 -4.62992% 43702.591732

Updated:¶

'2023-06-19 16:21:21.098525'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶